class_docstr: Represents an interest rate curve.
docstr: Dates at which the discount factors and rates are specified.
docstr_tok: ["Dates","at","which","the","discount","factors","and","rates","are","specified","."]
code: def node_dates(self) -> types.DateTensor:
      """Dates at which the discount factors and rates are specified."""
      return self._dates
  
imports: from typing import Optional, Tuple
  import tensorflow.compat.v2
  from tf_quant_finance import datetime
  from tf_quant_finance import math
  from tf_quant_finance import rates
  from tf_quant_finance.experimental.pricing_platform.framework.core import curve_types
  from tf_quant_finance.experimental.pricing_platform.framework.core import daycount_conventions
  from tf_quant_finance.experimental.pricing_platform.framework.core import interpolation_method
  from tf_quant_finance.experimental.pricing_platform.framework.core import processed_market_data
  from tf_quant_finance.experimental.pricing_platform.framework.core import types
  from tf_quant_finance.experimental.pricing_platform.framework.market_data import utils
label_desc: Use image node_id 5 for calling the RateCurve obj's underlying member method code with example usage: obj.node_dates() and returns: self